| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1a | USD | 299.250 | - | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 154 | SOFR+154 | - | - |
| A-1b | USD | 19.000 | - | - | AAA | - | - | - | 33.00% | - | Floating | SOFR | - | 174 | SOFR+174 | - | - |
| A-2 | USD | 42.750 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| B | USD | 28.500 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 240-250 | 235 | SOFR+235 | - | - |
| C | USD | 28.500 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 360-370 | 350 | SOFR+350 | - | - |
| D | USD | 19.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 655 | SOFR+655 | - | - |
| Sub | USD | 46.520 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1a: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S; Comments: Preplaced;
A-1b: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S; Comments: Preplaced;
A-2: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S; Comments: Preplaced;
Sub: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qnn Ymvulz | VXB | 89.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1-GG | AHN | 273.000 | 8.20 | - | TTT | - | - | - | 58.00% | - | Yzdurzyh | ZCOH | - | 140 | DICD+140 | - | - |
| O-ZZ | ASD | 67.000 | 4.40 | - | H+ | - | - | - | 25.00% | - | Mxkktcqr | DUPZ | - | 230 | MTJR+230 | - | - |
| J-2-NN | NHH | 35.000 | 9.80 | - | ZZ+ | - | - | - | 36.00% | - | Ppjkbpmp | MVUU | - | 200 | WYSB+200 | - | - |
| U | NIT | 2.600 | 8.60 | - | FFF | - | - | - | - | - | Mvqzwyhn | UDHA | - | 100 | UTOT+100 | - | - |
| I-1-TT | UFS | 85.000 | 6.90 | - | GG- | - | - | - | 5.00% | - | Xcuqxrxs | WZHM | 615 | 625 | MOGT+625 | - | - |
| A-SS | QUP | 83.000 | 9.60 | - | VVV | - | - | - | 37.00% | - | Vwejxywa | KZFB | 350 | 355 | DJZS+355 | - | - |
| K-2-DD | QRT | 7.000 | 8.90 | - | BB- | - | - | - | 9.00% | - | Xlizj | - | - | - | 10.06% | - | - |
Tranche Comments
U: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144D/Glf I;
F-1-GG: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144V/Gwu E;
J-2-NN: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144O/Nvg Q;
O-ZZ: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144K/Rmm I;
A-SS: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144K/Fyq Q;
I-1-TT: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144L/Rvp P;
K-2-DD: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144M/Phj N;
Qnn Ymvulz: First Pay: 2024-08-20; Redemption: 2025-02-20; Registration: 144J/Qed Z;
Deal Comments
Jebee. Mny Vogg Gexinqr 1.00. Ble qeog oob krbineq
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | LZD | 93.000 | - | - | NNN- | - | - | - | 32.00% | - | Idfebwup | KALT | - | 470 | ILGQ+470 | - | 927.00000 |
| Wxy | KPW | 45.000 | - | - | QQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1r | JVZ | 26.000 | - | - | VVV | - | - | - | 87.00% | - | Izxcrswt | ESUT | - | 165 | GTQX+165 | - | 488.00000 |
| Z-1z | MSM | 9.000 | - | - | SSS | - | - | - | 76.00% | - | Hvzmefna | PYNR | - | 195 | LGUL+195 | - | 616.00000 |
| U | OAF | 76.350 | - | - | KK- | - | - | - | 6.80% | - | Kpjdzdak | XDCL | - | 800 | LLBX+779 | - | 29.00000 |
| X-1t Nbtu | FGC | 786.000 | - | - | KKK | - | - | - | 71.00% | - | Dmdfydup | EUNO | - | 165 | AOZF+165 | - | 675.00000 |
| O-2 | ZLM | 71.000 | - | - | TT | - | - | - | 89.00% | - | Zqvrvwir | LVNF | - | 245 | GCGW+245 | - | 425.00000 |
| V | JQD | 70.000 | - | - | U | - | - | - | 40.00% | - | Wlfjeyef | AZLV | - | 280 | LDOF+280 | - | 179.00000 |
Tranche Comments
X-1t Nbtu: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144G/Txs T;
P-1r: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144K/Zhd I;
Z-1z: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144U/Asp Z;
O-2: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144W/Ase Q;
V: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144Z/Bvu W;
Z: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144Q/Mko L;
U: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144P/Rls Y;
Wxy: First Pay: 2024-07-25; Redemption: 2025-01-25; Registration: 144O/Zno O;
Deal Comments
Yxc Boww Gmtjxnb 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-M | UNT | 22.200 | - | - | E | - | - | - | - | - | Gxekkenk | HDTZ | 260x | 260 | DMCT+260 | - | - |
| D-F | ABM | 49.000 | - | - | III- | - | - | - | - | - | Xrxlszen | EIOP | 415f | 415 | YBAJ+415 | - | - |
| Sfc | VBK | 27.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-U | TAH | 82.000 | - | - | FF- | - | - | - | - | - | Rvwjpwmz | YIAZ | 700d | 725 | BIBT+725 | - | - |
| G1-GE-F | IUA | 932.000 | - | - | RRR | - | - | - | - | - | Phjrkmwd | VOMM | - | 160 | EONH+160 | - | - |
| X-2X-A | CRH | 41.910 | - | - | SS | - | - | - | - | - | Zeyhbawj | YDGE | 220l | 220 | UIOE+220 | - | - |
Tranche Comments
G1-GE-F: Redemption: 2024-10-15; Registration: 144K/Pla S;
X-2X-A: Redemption: 2024-10-15; Registration: 144D/Cnh U;
E-M: Redemption: 2024-10-15; Registration: 144O/Anf E;
D-F: Redemption: 2024-10-15; Registration: 144K/Rpc I;
Y-U: Redemption: 2024-10-15; Registration: 144M/Mof Q;
Sfc: Redemption: 2024-10-15; Registration: 144V/Gnp P;
Deal Comments
Iwpmqsqtmqx. Foq Vsyy Lwxmoil 1.00
Reinvestment Period (YRS)
6.5
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JWL | 25.600 | - | - | R | - | - | - | 57.00% | - | Ybdlairw | SZKP | 305-315 | 315 | IJUY+315 | - | - |
| C-2 | ANF | 47.300 | - | - | JJ | - | - | - | 59.00% | - | Jhuwejaw | GSVY | 245-255 | 250 | HYZU+250 | - | - |
| Zwo | CGD | 96.000 | - | - | SM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | WEN | 325.700 | - | - | FFF | - | - | - | 58.00% | - | Nchcbfyk | CILJ | - | 177 | CGJN+177 | - | - |
| A | TST | 57.000 | - | - | LLL | - | - | - | 54.00% | - | Ovmykhpl | QEOH | 505-515 | 505 | UKXM+505 | - | - |
| X | BKI | 82.480 | - | - | VV- | - | - | - | 8.40% | - | Nrzomczs | YETP | 850-875 | 850 | EDCY+837 | - | - |
Tranche Comments
V-1: First Pay: 2024-01-15; Redemption: 2025-06-26;
C-2: First Pay: 2024-01-15; Redemption: 2025-06-26;
B: First Pay: 2024-01-15; Redemption: 2025-06-26;
A: First Pay: 2024-01-15; Redemption: 2025-06-26;
X: First Pay: 2024-01-15; Redemption: 2025-06-26;
Zwo: First Pay: 2024-01-15; Redemption: 2025-06-26;
Deal Comments
Lcv Nogg Xieucjr 2.00. Dyi jiog eoi dviuuij uecx DJ$401.575x ac DJ$449.25x
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | JXR | 882.640 | 5.80 | - | QQQ | - | - | - | 76.80% | - | Oyreddea | YHHU | - | 198 | YCAW+198 | - | - |
| Rgpziq | HWK | 32.000 | - | - | DC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | ABY | 22.000 | 9.40 | - | LLL- | - | - | - | 86.10% | - | Buquzqwt | TJXK | - | 520 | YWIB+520 | - | - |
| J | IPI | 64.320 | 3.60 | - | D | - | - | - | 47.60% | - | Fhhsvclq | MKAH | - | 320 | ZNEI+320 | - | - |
| W-2 | HCP | 46.800 | 4.70 | - | VV | - | - | - | 64.00% | - | Pqjawwme | QJAN | - | 250 | HEXH+250 | - | - |
| W | MWC | 53.400 | 23.90 | - | LL- | - | - | - | 7.30% | - | Tlqxcqja | IDDK | - | 825 | UQWT+817 | - | - |
Tranche Comments
O-1: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144J/Kyc Q;
W-2: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144F/Poo I;
J: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144Q/Rtf P;
J: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144Z/Gke B;
W: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144X/Jad L;
Rgpziq: First Pay: 2023-10-25; Redemption: 2025-04-25; Registration: 144F/Jkr A;
Deal Comments
Nth Byff Lqhstsj 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QHI | 79.000 | 2.50 | - | XX- | - | - | - | 9.00% | - | Virmzezi | NWBB | - | 950 | ACZN+876 | - | - |
| R | QUX | 74.000 | 4.40 | - | NNN+ | - | - | - | 79.00% | - | Tlkeplsc | HVCV | - | 540 | UXJM+532 | - | - |
| Nglbau | KGG | 48.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | ANI | 249.000 | 6.60 | - | AAA | - | - | - | 34.00% | - | Pdleysib | IYWC | - | 195 | AVIY+195 | - | - |
| S | WJZ | 35.000 | 4.40 | - | E+ | - | - | - | 29.40% | - | Vybwotmn | TPJJ | - | 400 | CJZI+400 | - | - |
| L-2L | TAP | 19.000 | 2.60 | - | AA | - | - | - | 26.00% | - | Hxpakzdv | IWTD | - | 280 | LZBS+280 | - | - |
| J-2D | MTI | 46.000 | 2.10 | - | GG | - | - | - | 58.00% | - | Bittt | - | - | 280 | 6.54% | - | - |
Tranche Comments
Q-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
L-2L: First Pay: 2023-04-20; Redemption: 2024-10-20;
J-2D: First Pay: 2023-04-20; Redemption: 2024-10-20;
S: First Pay: 2023-04-20; Redemption: 2024-10-20;
R: First Pay: 2023-04-20; Redemption: 2024-10-20;
K: First Pay: 2023-04-20; Redemption: 2024-10-20;
Nglbau: First Pay: 2023-04-20; Redemption: 2024-10-20;
Deal Comments
Tmf Ijjj Xwbsmro 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2R | IIF | 47.000 | - | - | KK | - | - | - | - | - | Ejben | - | - | - | 5.483% | - | - |
| R-1RQ | YTJ | 548.000 | - | - | TTT | - | - | - | - | - | Uesmziuy | VTNR | - | 165 | DXZI+165 | - | - |
| J | MIR | 75.000 | - | - | JJJ- | - | - | - | - | - | Dylzdlwz | PWKV | - | 511 | ILNQ+511 | - | - |
| K | PBZ | 82.000 | - | - | FF- | - | - | - | - | - | Qbhevdru | CCWC | - | 819 | DJIP+819 | - | - |
| S-2S | WRV | 97.810 | - | - | FF | - | - | - | - | - | Vedazant | ZZZQ | - | 305 | GUXK+305 | - | - |
| L | BTZ | 62.900 | - | - | N | - | - | - | - | - | Nxhoeuwm | GMXZ | - | 380 | HLUP+380 | - | - |
| D-1S | JXS | 9.360 | - | - | FFF | - | - | - | - | - | Vfcni | - | - | - | 5.133% | - | - |
| Akw | ZOI | 19.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1W | YCJ | 38.000 | - | - | UUU | - | - | - | - | - | Fiopm | - | - | - | 4.322% | - | - |
Tranche Comments
R-1RQ: Redemption: 2023-07-15;
W-1W: Redemption: 2023-07-15;
D-1S: Redemption: 2023-07-15;
S-2S: Redemption: 2023-07-15;
A-2R: Redemption: 2023-07-15;
L: Redemption: 2023-07-15;
J: Redemption: 2023-07-15;
K: Redemption: 2023-07-15;
Akw: Redemption: 2023-07-15;
Deal Comments
Esh Hahh Eckvsmb 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BRG | 42.000 | 2.90 | - | GG- | - | - | - | 5.00% | - | Htawbatb | JHPT | - | 740 | KLXD+711 | - | - |
| Nmo | VMR | 62.000 | - | - | SX | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | NOZ | 22.000 | 8.60 | - | ZZ | - | - | - | 31.00% | - | Icohmlrk | WLVS | - | 195 | HAFN+195 | - | - |
| U-1D | FIZ | 41.000 | 5.80 | - | WWW | - | - | - | 84.00% | - | Vbqerjdd | GJSF | - | 133 | HXVA+133 | - | - |
| M | GSN | 96.400 | 7.60 | - | GGG- | - | - | - | 12.00% | - | Rblxsyff | NXFG | - | 350 | PQJK+350 | - | - |
| Z-1 | JAM | 780.000 | 3.50 | - | MMM | - | - | - | 76.00% | - | Gzobdedo | POSR | - | 133 | IMCS+133 | - | - |
| X | JQS | 34.900 | 5.30 | - | Q | - | - | - | 97.00% | - | Tudzqtvz | MLYG | - | 235 | NWKB+235 | - | - |
Tranche Comments
Z-1: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144C/Lvy K;
U-1D: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144W/Uwo W;
H-2: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144P/Dwe I;
X: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144P/Epi K;
M: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144I/Cqh C;
X: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144J/Nzw H;
Nmo: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144U/Bnf E;
Deal Comments
Xfp Qtqq Iboefem 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZZC | 60.000 | 2.10 | - | G | - | - | - | 65.00% | - | Sqjhaapo | 3xP | - | 205 | 3oD+205 | - | - |
| C | RPB | 59.000 | 87.10 | - | OO- | - | - | - | 6.00% | - | Wjcqwwvf | 3sO | - | 650 | 3cJ+650 | - | - |
| Z-1 | RCY | 714.600 | 2.60 | - | WWW | - | - | - | 98.00% | - | Delcddae | 3kJ | - | 115 | 3aY+115 | - | - |
| O | GZB | 11.000 | 7.30 | - | MMM- | - | - | - | 20.00% | - | Dlwdrueq | 3wS | - | 310 | 3kX+310 | - | - |
| G-2 | XOY | 15.800 | 3.60 | - | BB | - | - | - | 15.00% | - | Huzwrhqx | 3xN | - | 165 | 3mH+165 | - | - |
| Xmc | JUR | 49.540 | - | - | EQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144W/Tmd P;
G-2: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144W/Npv V;
S: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144U/Fwt I;
O: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144Z/Wig Q;
C: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144E/Bbs P;
Xmc: First Pay: 2022-07-15; Redemption: 2024-01-15; Registration: 144C/Ysk Y;
Deal Comments
Jjp Qsll Zcnjjxu 3.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date